JP Morgan Put 48 TCOM 17.01.2025
/ DE000JK55NX4
JP Morgan Put 48 TCOM 17.01.2025/ DE000JK55NX4 /
| 10/09/2024 09:51:50 |
Chg.0.000 |
Bid15:42:26 |
Ask15:42:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
0.00% |
0.370
Bid Size: 150,000 |
0.380
Ask Size: 150,000 |
Trip com Group Ltd |
48.00 USD |
17/01/2025 |
Put |
Master data
| WKN: |
JK55NX |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Trip com Group Ltd |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
48.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
05/04/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-10.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.33 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.32 |
| Parity: |
0.07 |
| Time value: |
0.32 |
| Break-even: |
39.60 |
| Moneyness: |
1.02 |
| Premium: |
0.08 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.02 |
| Spread %: |
5.41% |
| Delta: |
-0.46 |
| Theta: |
-0.01 |
| Omega: |
-5.06 |
| Rho: |
-0.08 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.370 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.78% |
| 1 Month |
|
|
-46.38% |
| 3 Months |
|
|
0.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.360 |
| 1M High / 1M Low: |
0.700 |
0.350 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.366 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.520 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
104.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
